+3,667.9%
STRL vs BB
+21.8%
+3,646.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.6% |
| 7D | +15.7% | +1.8% | +13.8% | +15.4% |
| 30D | -35.5% | +8.1% | -43.6% | -36.5% |
| 3M | -47.1% | -1.0% | -46.1% | -47.3% |
| 6M | -65.8% | +45.9% | -111.7% | -68.3% |
| YTD | -4.5% | +134.8% | -139.3% | -19.0% |
| 1Y | -10.5% | +104.6% | -115.1% | -22.3% |
| 3Y | +340.6% | +152.8% | +187.8% | +256.3% |
| 5Y | +911.0% | -17.4% | +928.5% | +831.2% |
| All | +3,667.9% | +21.8% | +3,646.2% | +2,361.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling